Because pheasants are leaner than the typical poultry sold in supermarkets, extra care must be taken to preserve moisture while cooking. The skin is an important part of moisture preservation, serving to protect the bird from drying by keeping fat and juices inside. Pheasant skin is thin and delicate, so some moisture does escape. It is a common practice to add fat to a pheasant by draping bacon, pork fat or a similar slice of fatty meat over at least the breast of the bird. Some cooks wrap the entire bird in bacon. Other methods of adding fat include pushing pats of butter or bits of lard under the skin. Cooking the pheasant in a roasting bag is another way to keep it moist.

When oven roasting or baking a pheasant draped with thin slices of fatty bacon or other meat, the pheasant's skin will not brown or achieve the crispness typical of roasted and baked poultry. To achieve that finishing touch, simply remove the bacon during the last five to 10 minutes of cooking. Watch closely, because pheasant can dry quite quickly. Cooks that have used a roasting bag may slide the pheasant out of the bag and pop it back into the oven just long enough to get a golden brown color and a slight crisping of the skin.

Many chefs and experienced cooks prefer to work with pheasants that are young and female. The female partridge, although significantly smaller than the male, is often preferred because it tends to be juicier and plumper than the male, according to the U.S. Department of Agriculture. Younger birds are preferred for similar reasons. Pheasant skin is delicate in general, and is even more delicate with younger birds. Seasoned hunters warn against rushing while plucking a pheasant's feathers, as it is easy to tear the skin.

Some people don't like to pluck, and prefer to avoid it by skinning a pheasant instead. In his book “Foraging: The Essential Guide to Free Wild Food,” John Lewis-Stempel says that all older birds should be skinned, explaining that it's not worth spending the time to pluck them, as they have to be slow cooked with wet heat anyway. That long, slow cooking process is the only way an older bird is going to become tender enough to enjoy. Since they can't be roasted successfully, there's no need to worry about keeping the skin on older pheasants.